<t>Polter: Oops, I did a google search before starting the thread but didn't find that thread. Thanks for the link.Hansi: Yes, my gripe with Julia is that there is no graphics functionality at all right now. For the same reason, I've also considered C# but don't want to be bound to a vendor for a gr...

^Wow, that has to be my poorest use of transitional words/phrases between sentences.

<t>What do you all think of the future for Julia? I've used MATLAB and Python, but never quite warmed up towards numerical computing in Python. However, I've been pushing MATLAB close to its theoretical performance limits. There are several things (e.g. tick-level backtesting) that aren't suitable f...

<t>^MarkusW:They are all workable. Unless low latency is a concern (e.g. you must hack the kernel and network stack or your alpha diminishes asymptotically), the choice usually boils down to practical reasons such as the language that you are familiar with, cost of equipping all of your boxes with W...

@Cuchulainn: Seems like a great book. Looking forward to it!QuoteOriginally posted by: wegamekinglcWhen will this book come out？According to Amazon, January 17 2013?

<t>Is there any literature or idea that I can be referred to on minimizing slippages? The papers that discuss this seem to be on the topic of executing large orders, but not in the context of a medium-frequency, small capacity strategy where the profit margins for each trade is comparable to the cos...

Posted in wrong section, sorry!

Thanks for the tip. I've heard the same and have already pulled the Amazon trigger on Harris's book. I'm told that Schmidt's book covers better material for quants, and will still like to know if this is true - so I can pull another Amazon trigger.

<r>I found this book on microstructure: <AMAZON id="0470924128" url="http://www.amazon.com/Financial-Markets-Trading-Introduction-Microstructure/dp/0470924128/ref=sr_1_1?ie=UTF8&qid=1348142939&sr=8-1&keywords=schmidt+financial+markets+and+tradingHas"><URL url="http://www.amazon.com/Finan...

<t>@gkolten - I've heard great things about Onetick. I'll be most delighted to hear your review of it when you've used it more.@outrun - Thanks a lot for the advice, it helped tremendously but I decided to mull over it for some time before giving you my feedback. I spent some time playing around wit...

<t>What are you guys using to store your tick data? I'm not an expert at this, but it has come down to the unfortunate situation that I am in the position to make an informed decision for the new database guy. We really just need the typical features, in descending order of importance: scalability, ...